+190.8%
EQT vs MTUM
+78.7%
+112.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.3% |
| 7D | -2.0% | +0.7% | -2.7% | -2.4% |
| 30D | 0.0% | -2.4% | +2.5% | +1.2% |
| 3M | +5.9% | -3.6% | +9.6% | +6.5% |
| 6M | -14.8% | +23.7% | -38.4% | -29.0% |
| YTD | +1.8% | +22.9% | -21.1% | -15.3% |
| 1Y | +7.4% | +21.8% | -14.4% | -10.2% |
| 3Y | +33.6% | +114.4% | -80.8% | -31.6% |
| All | +190.8% | +78.7% | +112.1% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling